Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.22% | 8.39 CHF | 8.40 CHF | 51'000 | 51'000 | 20'446 | 20'446 | 172'197 CHF | 172'496 CHF | 99.75% | 99.75% |
19.11.2024 | 0.22% | 8.32 CHF | 8.33 CHF | 52'000 | 52'000 | 20'966 | 20'966 | 171'162 CHF | 171'468 CHF | 99.97% | 99.97% |
18.11.2024 | 0.22% | 8.20 CHF | 8.21 CHF | 52'000 | 52'000 | 20'465 | 20'465 | 164'986 CHF | 165'281 CHF | 99.88% | 99.88% |
15.11.2024 | 0.21% | 8.18 CHF | 8.19 CHF | 52'000 | 52'000 | 20'059 | 20'059 | 168'868 CHF | 169'157 CHF | 98.81% | 98.81% |
14.11.2024 | 0.20% | 8.85 CHF | 8.86 CHF | 49'000 | 49'000 | 19'451 | 19'451 | 172'365 CHF | 172'647 CHF | 100.00% | 100.00% |
13.11.2024 | 0.20% | 8.74 CHF | 8.75 CHF | 50'000 | 50'000 | 19'513 | 19'513 | 174'059 CHF | 174'341 CHF | 100.00% | 100.00% |
12.11.2024 | 0.23% | 9.08 CHF | 9.09 CHF | 49'000 | 49'000 | 18'128 | 18'128 | 166'212 CHF | 166'469 CHF | 95.89% | 99.82% |
11.11.2024 | 0.19% | 9.30 CHF | 9.31 CHF | 48'000 | 48'000 | 18'698 | 18'698 | 176'710 CHF | 176'980 CHF | 99.59% | 99.59% |
08.11.2024 | 0.18% | 9.51 CHF | 9.52 CHF | 47'000 | 47'000 | 18'367 | 18'367 | 177'524 CHF | 177'790 CHF | 100.00% | 100.00% |
07.11.2024 | 0.36% | 10.00 CHF | 10.01 CHF | 45'000 | 45'000 | 14'458 | 14'458 | 138'084 CHF | 138'345 CHF | 98.05% | 98.05% |